Seasonal Adjustment of Time Series Using One-Sided Filters
使用单边滤波器进行时间序列季节调整
This article presents a model-based signal extraction seasonal adjustment procedure to extract estimates of the independent unobserved seasonal and nonseasonal components from an observed time series. The decomposition yields a one-sided filter that is optimal for adjusting the most recent observation under the assumption of using only the past observed series. Some advantages of this procedure are that no forecasts are required for implementation and there are no problems…